# Items by Shardlow, Tony

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Number of items:

**9**.## Book/s

Lord, G. J., Powell, C. E. and Shardlow, T., 2014.

*Introduction to Computational Stochastic PDEs.1 ed.*New York, U. S. A.: Cambridge University Press. (Cambridge Texts in Applied Mathematics; 50)## Articles

Tang, H., Shardlow, T. and Owen, J. M., 2015. Use of fin equation to calculate Nusselt numbers for rotating disks.

*Journal of Turbomachinery: Transactions of the ASME*, 137 (12), 121003.Mueller, E., Scheichl, R. and Shardlow, T., 2015. Improving multilevel Monte Carlo for stochastic differential equations with application to the Langevin equation.

*Proceedings of the Royal Society A*, 471 (2176). Item availability may be restricted.Alzubaidi, H. and Shardlow, T., 2014. Improved simulation techniques for first exit time of neural diffusion models.

*Communications in Statistics - Simulation and Computation*, 43 (10), pp. 2508-2520.Alzubaidi, H. and Shardlow, T., 2013. Interaction of waves in a one dimensional stochastic PDE model of excitable media.

*Discrete and Continuous Dynamical Systems - Series B*, 18 (7), pp. 1735-1754.Shardlow, T. and Kloeden, P., 2012. The Milstein scheme for stochastic delay differential equations without using anticipative calculus.

*Stochastic Analysis and Applications*, 30 (2), pp. 181-202.Kloeden, P., Lord, G., Neuenkirch, A. and Shardlow, T., 2011. The exponential integrator scheme for stochastic partial differential equations: pathwise error bounds.

*Journal of Computational and Applied Mathematics*, 235 (5), 1245–1260.Shardlow, T. and Mills, A., 2008. Analysis of the geodesic interpolating spline.

*European Journal of Applied Mathematics*, 19 (5), pp. 519-539.Buckwar, E., Kuske, R., Mohammed, S.-E. and Shardlow, T., 2008. Weak convergence of the Euler scheme for stochastic differential delay equations.

*London Mathematical Society Journal of Computation and Mathematics*, 11, pp. 60-99.